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Optimisation of complex simulation models
Computer simulation models are widely and frequently used to model real systems to predict output responses under specified input conditions. Choosing optimal simulation parameters leads to improved operation of the model but it is still a challenge as to how to go about optimally selecting these pa...
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| Format: | Thesis |
| Language: | English |
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Department of Statistical Sciences
2014
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| _version_ | 1867613189369233408 |
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| access_status_str | Open Access |
| author | Bezuidenhoudt,Cecile Margaret |
| author2 | Durbach, Ian |
| author_browse | Bezuidenhoudt,Cecile Margaret Durbach, Ian |
| author_facet | Durbach, Ian Bezuidenhoudt,Cecile Margaret |
| author_sort | Bezuidenhoudt,Cecile Margaret |
| collection | Thesis |
| description | Computer simulation models are widely and frequently used to model real systems to predict output responses under specified input conditions. Choosing optimal simulation parameters leads to improved operation of the model but it is still a challenge as to how to go about optimally selecting these parameter values. The aim of this thesis was to see if a method could be found to optimise a simulation model provided by a client. This thesis provides a review of the literature of various simulation optimisation techniques that exist. Five of these simulation optimisation techniques - Simulated Annealing, Genetic Algorithms, Nested Partitions, Ordinal Optimisation and the Nelson-Matejcik Method - were selected and applied to a test case stochastic simulation model to gain an understanding into the techniques for their use in optimising the test model. These techniques were then used and applied to optimise a real life simulation model provided by a client. A technique combining the Ordinal Optimisation and Simulated Annealing optimisation methods provided the best results. This technique was provided to the client as a strategy to implement into their simulation model. |
| format | Thesis |
| id | oai:open.uct.ac.za:11427/6572 |
| institution | University of Cape Town (South Africa) |
| language | eng |
| last_indexed | 2026-06-10T12:32:11.035Z |
| license_str | Not specified — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UCTD — University of Cape Town Open Access Repository |
| publishDate | 2014 |
| publishDateRange | 2014 |
| publishDateSort | 2014 |
| publisher | Department of Statistical Sciences |
| publisherStr | Department of Statistical Sciences |
| record_format | dspace |
| source_str | UCTD — University of Cape Town Open Access Repository |
| spelling | oai:open.uct.ac.za:11427/6572 Optimisation of complex simulation models Bezuidenhoudt,Cecile Margaret Durbach, Ian Stewart, Theodor Computer simulation models are widely and frequently used to model real systems to predict output responses under specified input conditions. Choosing optimal simulation parameters leads to improved operation of the model but it is still a challenge as to how to go about optimally selecting these parameter values. The aim of this thesis was to see if a method could be found to optimise a simulation model provided by a client. This thesis provides a review of the literature of various simulation optimisation techniques that exist. Five of these simulation optimisation techniques - Simulated Annealing, Genetic Algorithms, Nested Partitions, Ordinal Optimisation and the Nelson-Matejcik Method - were selected and applied to a test case stochastic simulation model to gain an understanding into the techniques for their use in optimising the test model. These techniques were then used and applied to optimise a real life simulation model provided by a client. A technique combining the Ordinal Optimisation and Simulated Annealing optimisation methods provided the best results. This technique was provided to the client as a strategy to implement into their simulation model. 2014-08-15T14:16:12Z 2014-08-15T14:16:12Z 2013 Master Thesis Masters MSc http://hdl.handle.net/11427/6572 eng application/pdf Department of Statistical Sciences Faculty of Science University of Cape Town |
| spellingShingle | Bezuidenhoudt,Cecile Margaret Optimisation of complex simulation models |
| thesis_degree_str | Master's |
| title | Optimisation of complex simulation models |
| title_full | Optimisation of complex simulation models |
| title_fullStr | Optimisation of complex simulation models |
| title_full_unstemmed | Optimisation of complex simulation models |
| title_short | Optimisation of complex simulation models |
| title_sort | optimisation of complex simulation models |
| url | http://hdl.handle.net/11427/6572 |
| work_keys_str_mv | AT bezuidenhoudtcecilemargaret optimisationofcomplexsimulationmodels |